Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,54% | 1,02 CHF | 1,03 CHF | 112 000 | 112 000 | 50 063 | 50 063 | 51 072 CHF | 51 730 CHF | 99,90% | 99,90% |
14/08/2024 | 1,33% | 1,16 CHF | 1,17 CHF | 118 000 | 118 000 | 53 617 | 53 617 | 62 565 CHF | 63 261 CHF | 99,27% | 99,27% |
13/08/2024 | 0,79% | 1,15 CHF | 1,16 CHF | 118 000 | 118 000 | 54 650 | 54 650 | 69 009 CHF | 69 557 CHF | 100,00% | 100,00% |
12/08/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 124 000 | 124 000 | 55 528 | 55 528 | 73 607 CHF | 74 164 CHF | 99,04% | 99,04% |
09/08/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 126 000 | 126 000 | 55 991 | 55 991 | 74 945 CHF | 75 506 CHF | 99,87% | 99,87% |
08/08/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 126 000 | 126 000 | 56 882 | 56 882 | 78 143 CHF | 78 713 CHF | 99,94% | 99,94% |
07/08/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 124 000 | 124 000 | 56 892 | 56 892 | 77 598 CHF | 78 168 CHF | 99,96% | 99,96% |
06/08/2024 | 0,82% | 1,36 CHF | 1,37 CHF | 128 000 | 128 000 | 58 200 | 58 200 | 81 252 CHF | 81 880 CHF | 99,80% | 99,80% |
02/08/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 128 000 | 128 000 | 57 021 | 57 021 | 79 267 CHF | 79 839 CHF | 99,93% | 99,93% |
30/07/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 122 000 | 122 000 | 54 857 | 54 857 | 75 748 CHF | 76 298 CHF | 99,88% | 99,88% |